Modeling techniques to enhance credit portfolio risk measurement

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: Augsburg, Universität Augsburg, Dissertation, 2024

Classification: Wirtschaft

Keyword: Kreditrisiko
Portfolio Selection
Risikomanagement
Messung
Value at Risk
Bank
Kreditrisiko
Ausfallrisiko

Event: Veröffentlichung

(where): Augsburg

(who): Universität Augsburg

(when): 2024

Creator: Jakob, Kevin

Contributor: Okhrin, Yarema

URN: urn:nbn:de:bvb:384-opus4-1126794

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:44 PM CET

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Associated

Jakob, Kevin
Okhrin, Yarema
Universität Augsburg

Time of origin

2024

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Modeling techniques to enhance credit portfolio risk measurement

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Associated

Time of origin

Other Objects (12)

Integrated market and credit portfolio models : risk measurement and computational aspects

Measurement techniques

Forecasting Credit Portfolio Risk

Forecasting credit portfolio risk

Multi-period credit portfolio selection

Tails of credit default portfolios

Capital for concentrated credit portfolios

Multi-period credit portfolio selection

Modelling Correlations in Portfolio Credit Risk

Modelling correlations in portfolio credit risk

Stress testing of real credit portfolios

Risk measurement in portfolios with commodities

Integrated market and credit portfolio models : risk measurement and computational aspects

Measurement techniques

Forecasting Credit Portfolio Risk

Forecasting credit portfolio risk

Multi-period credit portfolio selection

Tails of credit default portfolios

Capital for concentrated credit portfolios

Multi-period credit portfolio selection

Modelling Correlations in Portfolio Credit Risk

Modelling correlations in portfolio credit risk

Stress testing of real credit portfolios

Risk measurement in portfolios with commodities

Integrated market and credit portfolio models : risk measurement and computational aspects

Measurement techniques

Forecasting Credit Portfolio Risk

Forecasting credit portfolio risk

Multi-period credit portfolio selection

Tails of credit default portfolios

Capital for concentrated credit portfolios

Multi-period credit portfolio selection

Modelling Correlations in Portfolio Credit Risk

Modelling correlations in portfolio credit risk

Stress testing of real credit portfolios

Risk measurement in portfolios with commodities

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